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Use when financial-services work requires evaluate FX carry trade opportunities with spot, forwards, vol surface, and historical context.
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Based on SOC occupation classification
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| name | fsi-command-analyze-fx-carry |
| description | Use when financial-services work requires evaluate FX carry trade opportunities with spot, forwards, vol surface, and historical context. |
| version | 0.1.0 |
| author | Changhochien |
| license | MIT |
| platforms | ["linux","macos","windows"] |
| metadata | {"hermes":{"tags":["analyze-fx-carry","command","financial-services","lseg"],"related_skills":[]}} |
This is the Hermes profile equivalent of the original Cowork slash command /analyze-fx-carry from lseg. Invoke it explicitly with /skill fsi-command-analyze-fx-carry or ask in natural language for this workflow.
/analyze-fx-carry or a analyze fx carry financial-services workflow.This command uses LSEG FX pricing, forward curves, volatility surfaces, and historical data tools. See CONNECTORS.md for available tools.
Evaluate carry trade opportunities for a currency pair by combining spot rates, forward points, the carry term structure, volatility risk, and historical price context.
See the fx-carry-trade skill for domain knowledge on carry frameworks and risk metrics.
Ask the user for:
Call fx_spot_price with the currency pair.
Extract: mid/bid/ask rates, bid-ask spread.
Call fx_forward_price with the pair and target tenor.
Extract: forward rate, forward points. Compute annualized carry.
Call fx_forward_curve (list then calculate) for the pair.
Present carry profile across tenors (ON through 1Y): forward points, annualized carry, cumulative carry. Identify the sweet-spot tenor.
Call fx_vol_surface for the pair.
Extract: ATM vol at target tenor, 25-delta risk reversal, 25-delta butterfly.
Compute carry-to-vol ratio = annualized carry / ATM implied vol.
Call tscc_historical_pricing_summaries for the pair's RIC with interval: "P1D", tenor: "1Y".
Assess: 52-week range, current position in range, trend direction.
Present: carry-to-vol ratio and overall assessment, spot & forward pricing, carry term structure table, vol surface snapshot, historical context.
Lead with the carry-to-vol ratio and overall assessment (attractive / moderate / unattractive). Follow with detailed supporting data in tables.
/skill fsi-command-analyze-fx-carry